A dimension-reduced approach to space-time Kalman filtering

DOI10.1093/biomet/86.4.815zbMath0942.62114OpenAlexW2031332288WikidataQ56269370 ScholiaQ56269370MaRDI QIDQ4937272

Christopher K. Wikle, Noel Cressie

Publication date: 24 August 2000

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/86.4.815

zbMATH Keywords

krigingempirical Bayesdynamic modeloptimal interpolationempirical orthogonal functionsspatio-temporal modellingwindslarge dataset

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to environmental and related topics (62P12)

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